Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49110.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45048.87 Kr¶

PnL: ---------------------------------------> -7.13 Kr¶

DD now: ---------------------------------> -7.549 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:39:42.761645'

Anic Portfolio¶

Today¶

Return: -1.223 %¶

This Week¶

Return: -0.391 %¶

Total portfolio value¶

Return including deposits: 60.775 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.090000 1666.260000 197.260000 13.430000 1468.999998
Orrön Energy 180 -1.960000 2159.100000 116.100000 5.680000 2043.000000
Atrium Ljungberg B 5 -0.450000 990.500000 55.500000 5.940000 935.000000
Sagax B 4 0.130000 898.400000 44.400000 5.200000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Hexatronic Group 12 -0.430000 997.440000 30.440000 3.150000 966.999996
JM 6 -1.530000 888.600000 24.600000 2.850000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.230000 966.550000 16.550000 1.740000 949.999999
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
Gränges 9 -0.670000 936.000000 8.000000 0.860000 927.999999
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
Byggmax Group 33 -2.640000 947.760000 -8.240000 -0.860000 956.000001
Clas Ohlson B 12 -2.260000 961.800000 -11.200000 -1.150000 972.999996
ASSA ABLOY B 3 -1.580000 767.400000 -11.600000 -1.490000 779.000001
Sedana Medical 93 -5.730000 2509.140000 -11.860000 -0.470000 2521.000011
EQT 4 -2.010000 819.600000 -12.400000 -1.490000 832.000000
Alimak Group 11 -1.080000 908.600000 -19.400000 -2.090000 927.999996
Addnode Group B 11 -0.240000 899.800000 -21.200000 -2.300000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.140000 907.750000 -32.250000 -3.430000 940.000000
Indutrade 5 -1.090000 1177.000000 -41.000000 -3.370000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Vitec Software Group B 2 -3.590000 1021.000000 -66.000000 -6.070000 1087.000000
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.920000 3333.200000 -127.800000 -3.690000 3461.000010
TOTAL 45048.870000 -7.130000 -7.54878% 45056.000411

Updated:¶

'2023-07-05 15:39:59.553770'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶